+443.9%
TSN vs WU
-22.9%
+466.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -1.4% | -5.3% | +3.9% | +0.3% |
| 30D | +10.2% | +9.0% | +1.2% | +7.0% |
| 3M | +7.2% | -3.6% | +10.7% | +7.9% |
| 6M | -10.6% | -19.4% | +8.8% | -5.6% |
| YTD | +3.7% | -21.7% | +25.4% | +9.8% |
| 1Y | +13.5% | -16.1% | +29.6% | +17.2% |
| 3Y | +40.1% | -24.1% | +64.2% | +46.4% |
| 5Y | -14.5% | -44.1% | +29.7% | -3.1% |
| 10Y | +15.7% | -39.6% | +55.3% | +21.5% |
| All | +443.9% | -22.9% | +466.8% | +354.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling